yes you can lead in a gym...just like you could free-climb in a gym. Most gyms anymore i think have an area that you can lead in...they have the hangers on the wall and you can lead. They have more stringent rules about leading...some gyms require that you use your own rope and they watch pretty close from what I can tell. A lot of gyms will have an area that will go up the wall and then accross teh celing for your leading...many times they will have teh quickdraws hanign there so all you have to do is clip in...not quite the same as a lead outside...but still will give you a little thrill of knowing you are still going to have a "good" fall if you screw up...not like a regular TR.

In Europe (or at least in Belgium) there are some (mostly outdoor) gyms where you HAVE TO lead and I think you are allowed to in indoor gyms when it's not too crowded. Maybe it's forbidden in some gyms, I don't really know.